If the selector lever will not move from P using the proper shift procedure, continue to hold down the brake pedal.

Take the vehicle to an Authorized Mazda Dealer to have the system checked.
Shift-Lock System
Manual Shift ModeWheel Hub, Steering Knuckle Inspection
Wheel Bearing Excessive Play Inspection
1. Install the magnetic base and dial gauge as shown in the figure and measure
the wheel bearing axial excessive play.
If it exceeds the maximum specification, replace the wheel hub bearing.
Maximum front wheel bearing play
0.05 mm ...
Filament Inspection
1. Turn the ignition switch to the ON position.
2. Turn the rear window defroster switch on.
CAUTION:
Directly touching the rear window defroster filament with the lead of the
tester could damage it. Wrap aluminum foil around the end of the lead and inspect
the filament by touc ...
Front Fog Light Aiming
CAUTION:
If the front fog light aiming is adjusted with cargo in the vehicle, it may
not adjust correctly. Adjust the front fog light aiming with the vehicle under
the following conditions:
No occupants inside vehicle
Cargo other than spare tire, jack, and tools ...